Key Features in this Release:
o [USD&EUR&GBP] Added 7 Exchange For Physical columns
o [CAD] Added Comp Trsy set of columns
o [RV Analysis] Added Modified Duration as a weight setting
o Added “Covered Tickers” section from the “Agency Ticker” section
Bug Fixes & Minor Enhancements:
Sprd/Bfly: Added support to remove or hide overnight data in Real-time charts
Forward Swap Matrix: removed FRA related tabs from non-USD tabs, renamed FRA-OIS/SOFR to OIS/SOFR for USD
USD SFR Monitor: Added convexities for the packs and bundles
Market View – IRVOL: Added support for BVOL data